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QIACX vs. FGJEX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QIACX vs. FGJEX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Federated Hermes MDT All Cap Core Fund (QIACX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). The values are adjusted to include any dividend payments, if applicable.

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QIACX vs. FGJEX - Yearly Performance Comparison


Returns By Period

In the year-to-date period, QIACX achieves a -4.89% return, which is significantly lower than FGJEX's -0.45% return.


QIACX

1D
3.03%
1M
-4.69%
YTD
-4.89%
6M
-1.60%
1Y
18.54%
3Y*
20.52%
5Y*
14.45%
10Y*
15.59%

FGJEX

1D
2.61%
1M
-4.79%
YTD
-0.45%
6M
3.18%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QIACX vs. FGJEX - Expense Ratio Comparison

QIACX has a 0.75% expense ratio, which is higher than FGJEX's 0.46% expense ratio.


Return for Risk

QIACX vs. FGJEX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

QIACX
QIACX Risk / Return Rank: 6464
Overall Rank
QIACX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
QIACX Sortino Ratio Rank: 6262
Sortino Ratio Rank
QIACX Omega Ratio Rank: 7373
Omega Ratio Rank
QIACX Calmar Ratio Rank: 5454
Calmar Ratio Rank
QIACX Martin Ratio Rank: 6868
Martin Ratio Rank

FGJEX
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

QIACX vs. FGJEX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes MDT All Cap Core Fund (QIACX) and Fidelity Advisor Growth & Income Fund Class Z (FGJEX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


QIACXFGJEXDifference

Sharpe ratio

Return per unit of total volatility

1.15

Sortino ratio

Return per unit of downside risk

1.67

Omega ratio

Gain probability vs. loss probability

1.28

Calmar ratio

Return relative to maximum drawdown

1.38

Martin ratio

Return relative to average drawdown

6.70

QIACX vs. FGJEX - Sharpe Ratio Comparison


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Sharpe Ratios by Period


QIACXFGJEXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.55

2.34

-1.79

Correlation

The correlation between QIACX and FGJEX is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

QIACX vs. FGJEX - Dividend Comparison

QIACX's dividend yield for the trailing twelve months is around 4.81%, less than FGJEX's 9.63% yield.


TTM20252024202320222021202020192018201720162015
QIACX
Federated Hermes MDT All Cap Core Fund
4.81%4.58%8.65%1.40%10.90%17.44%3.01%3.34%8.60%0.69%1.12%1.25%
FGJEX
Fidelity Advisor Growth & Income Fund Class Z
9.63%9.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

QIACX vs. FGJEX - Drawdown Comparison

The maximum QIACX drawdown since its inception was -60.11%, which is greater than FGJEX's maximum drawdown of -8.32%. Use the drawdown chart below to compare losses from any high point for QIACX and FGJEX.


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Drawdown Indicators


QIACXFGJEXDifference

Max Drawdown

Largest peak-to-trough decline

-60.11%

-8.32%

-51.79%

Max Drawdown (1Y)

Largest decline over 1 year

-11.99%

Max Drawdown (5Y)

Largest decline over 5 years

-23.05%

Max Drawdown (10Y)

Largest decline over 10 years

-36.47%

Current Drawdown

Current decline from peak

-5.88%

-5.93%

+0.05%

Average Drawdown

Average peak-to-trough decline

-9.36%

-1.07%

-8.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

Volatility

QIACX vs. FGJEX - Volatility Comparison


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Volatility by Period


QIACXFGJEXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.39%

Volatility (6M)

Calculated over the trailing 6-month period

9.95%

Volatility (1Y)

Calculated over the trailing 1-year period

16.22%

11.08%

+5.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.39%

11.08%

+6.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.72%

11.08%

+7.64%